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2012

Prediction

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Full-Text Articles in Other Statistics and Probability

Prediction In Several Conventional Contexts, Bertrand Clarke, Jennifer Clarke Jan 2012

Prediction In Several Conventional Contexts, Bertrand Clarke, Jennifer Clarke

Department of Statistics: Faculty Publications

We review predictive techniques from several traditional branches of statistics. Starting with prediction based on the normal model and on the empirical distribution function, we proceed to techniques for various forms of regression and classification. Then, we turn to time series, longitudinal data, and survival analysis. Our focus throughout is on the mechanics of prediction more than on the properties of predictors.